+19.6%
PEP vs BBAI
-76.8%
+96.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.2% |
| 7D | +4.6% | -8.3% | +12.9% | +4.6% |
| 30D | +14.0% | -2.9% | +16.9% | +14.0% |
| 3M | +5.4% | -28.2% | +33.6% | +5.2% |
| 6M | -5.1% | -44.5% | +39.4% | -5.4% |
| YTD | +3.1% | -57.0% | +60.1% | +2.7% |
| 1Y | +4.8% | -59.4% | +64.1% | +4.4% |
| 3Y | -4.1% | +48.7% | -52.8% | -2.7% |
| 5Y | +3.0% | -76.8% | +79.7% | +2.1% |
| All | +19.6% | -76.8% | +96.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling